This is how to do it.
You should have the S-Pen located inside your phone. Look at beside micro USB port.
Click on the S-Pen button and press the S-Pen tip on your GNote screen and hold until screen capture message displayed.
Last screen captured using Home+Power Button. Another trick to make screen capture....smile...
Take a break and Happy drawing :)
If you can't do it. Test your S-Pen on your friends Galaxy Note screen... maybe your S-Pen faulty..